As always, depends on what players you've got.
I personally play 3-5-2 attacking (think of the old CM01/02 formation) however 4-4-2 if you have the wingers to pull it off, is always a great option on FM10 with any team.
If desperate, 4-2-4 very attacking/overload is a good option. For final minutes of desperation, 3-2-5 overload.
For some reason I find defending a lead the most difficult thing in closing stages.
You could always use a variation on the "corner trick" which I wont describe as its kind of taking advantage of the game in a way which some people would consider spoiler tactics.